Anic Equity¶

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Total return since start: 0.611 %¶

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Equity now: -----------------------------> 49222.97 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45161.76 Kr¶

PnL: ---------------------------------------> 105.76 Kr¶

DD now: ---------------------------------> -7.337 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:26:17.399342'

Anic Portfolio¶

Today¶

Return: 0.715 %¶

This Week¶

Return: -0.163 %¶

Total portfolio value¶

Return including deposits: 61.143 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.560000 1670.220000 201.220000 13.700000 1468.999998
Sedana Medical 93 3.980000 2670.960000 149.960000 5.950000 2521.000011
Orrön Energy 180 4.990000 2159.100000 116.100000 5.680000 2043.000000
Platzer Fastigheter Holding B 12 2.350000 992.400000 31.400000 3.270000 960.999996
Sagax B 4 1.430000 879.200000 25.200000 2.950000 854.000000
Atrium Ljungberg B 5 0.680000 959.000000 24.000000 2.570000 935.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Catena 2 1.340000 814.000000 22.000000 2.780000 792.000000
Hexatronic Group 12 1.540000 983.040000 16.040000 1.660000 966.999996
JM 6 0.140000 879.000000 15.000000 1.740000 864.000000
Gränges 9 1.160000 938.700000 10.700000 1.150000 927.999999
BioGaia B 8 0.340000 937.600000 7.600000 0.820000 930.000000
Sagax A 4 0.000000 860.000000 6.000000 0.700000 854.000000
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
Byggmax Group 33 0.690000 959.640000 3.640000 0.380000 956.000001
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
HEXPOL B 9 -0.610000 1021.500000 0.500000 0.050000 1020.999996
Bilia A 8 0.000000 900.000000 0.000000 0.000000 900.000000
EQT 4 0.140000 829.200000 -2.800000 -0.340000 832.000000
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 0.280000 943.150000 -6.850000 -0.720000 949.999999
ASSA ABLOY B 3 -0.540000 771.600000 -7.400000 -0.950000 779.000001
SKF B 5 -0.800000 924.500000 -15.500000 -1.650000 940.000000
VEF 909 0.900000 1834.360000 -15.640000 -0.850000 1850.000436
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 -0.150000 942.200000 -24.800000 -2.560000 966.999999
Addnode Group B 11 -1.650000 886.600000 -34.400000 -3.740000 921.000003
Latour B 4 0.100000 818.800000 -38.200000 -4.460000 857.000000
Vitec Software Group B 2 0.480000 1047.000000 -40.000000 -3.680000 1087.000000
Indutrade 5 1.030000 1173.000000 -45.000000 -3.690000 1218.000000
Hexagon B 26 0.420000 3404.700000 -56.300000 -1.630000 3461.000010
Bufab 3 -0.970000 1042.800000 -66.200000 -5.970000 1109.000001
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
BHG Group 97 1.070000 1369.640000 -89.360000 -6.120000 1458.999989
TOTAL 45161.760000 105.760000 -7.33689% 45056.000411

Updated:¶

'2023-07-04 09:26:34.437582'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶